+155.7%
MO vs ADM
+133.7%
+22.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.1% |
| 7D | +3.3% | +4.2% | -0.9% | +2.0% |
| 30D | +7.5% | -12.8% | +20.4% | +12.2% |
| 3M | +22.8% | -8.5% | +31.2% | +25.8% |
| 6M | +13.4% | -10.9% | +24.3% | +16.7% |
| YTD | +43.0% | +29.4% | +13.6% | +29.2% |
| 1Y | +45.2% | +27.5% | +17.7% | +31.7% |
| 3Y | +145.5% | +10.3% | +135.2% | +127.3% |
| 5Y | +157.1% | +27.4% | +129.7% | +113.6% |
| All | +155.7% | +133.7% | +22.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling